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New majorization theory in economics and martingale convergence results in econometrics
Ibragimov, Rustam - 2005
Persistent link: https://www.econbiz.de/10003553406
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The limits of diversification when losses may be large
Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
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Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier; Ibragimov, Rustam - 2007
Persistent link: https://www.econbiz.de/10003541997
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Sign tests for dependent observations
Ibragimov, Rustam (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003242872
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On efficiency of linear estimators under heavy-tailedness
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179841
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Demand-driven innovation and spatial competition over time under heavy-tailed signals
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179869
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Optimal bundling strategies for complements and substitutes with heavy-tailed valuations
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179876
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A tale of two tails : peakedness properties in inheritance models of evolutionary theory
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179924
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Copula-based dependence characterizations and modeling for time series
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179938
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Portfolio diversification and value at risk under thick-tailedness
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003102997